AGG_BY_FILING

insider_txn_share.agg_by_filing

This model aggregates insider transactions data from SEC Form 4 & 5 filings from the individual trade level to the filing level since multiple trades are often disclosed on a single form. It calculates various metrics and summaries based on the transactions reported by insiders of a company, such as officers, directors, and significant shareholders. The model performs calculations to determine the shares owned before and after transactions, percentage changes in ownership, the number of buy and sell trades, and the weighted average market price. It also provides a detailed description of the trade types based on distinct coding codes.

This view is useful as a base table, aggregating individual trades to the filing level.

Coverage includes Technology, Consumer Staples, and Consumer Discretionary companies.

Column Name	Data Type	Description
accession_number	TEXT	Unique identifier for the filing.
period_of_report	DATE	Period of the report.
issuer_cik	NUMBER	Central Index Key (CIK) of the issuer.
issuer_ticker	TEXT	Ticker symbol of the issuer.
reporting_person_name	TEXT	Name of the reporting person.
reporting_person_cik	NUMBER	CIK of the reporting person.
officer_title	TEXT	Title of the officer.
is_officer	BOOLEAN	Indicator if the person is an officer.
is_director	BOOLEAN	Indicator if the person is a director.
is_ten_percent_owner	BOOLEAN	Indicator if the person owns 10% or more of the company.
is_other	BOOLEAN	Indicator for other roles.
distinct_coding_codes	TEXT	Distinct coding codes in the filing.
distinct_security_titles	TEXT	Distinct security titles in the filing.
number_of_trades	NUMBER	Number of trades in the filing.
number_of_buys_trades	NUMBER	Number of buy trades.
number_of_sell_trades	NUMBER	Number of sell trades.
has_exercise	NUMBER	Indicator if the filing has exercise trades.
has_derivative	NUMBER	Indicator if the filing has derivative trades.
has_nonderivative	NUMBER	Indicator if the filing has non-derivative trades.
max_shares_owned_after_nonderivative	FLOAT	Maximum shares owned after non-derivative trades.
max_shares_owned_after_derivative	FLOAT	Maximum shares owned after derivative trades.
sum_shares_traded	FLOAT	Sum of shares traded.
buy_or_sell	TEXT	Indicator if the filing is a buy or sell.
sum_value_traded	FLOAT	Sum value traded in the filing.
change_in_ownership	FLOAT	Change in ownership based on trades.
shares_owned_before	FLOAT	Shares owned before the transactions.
shares_owned_after	FLOAT	Shares owned after the transactions.
pct_change_in_ownership	FLOAT	Percentage change in ownership.
weighted_avg_market_price	FLOAT	Weighted average market price of the shares.
value_owned_before	FLOAT	Value owned before the transactions.
value_owned_after	FLOAT	Value owned after the transactions.
trade_description	TEXT	Description of the trade based on coding codes.